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Measure of association

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2020 Mathematics Subject Classification: Primary: 62G30 [MSN][ZBL]

A measure of a monotone relationship between variates based on the order properties of sample vaues; examples are the Blomqvist coefficient , the Kendall tau metric, and the Spearman rho metric.

References

[1] W.H. Kruskal, "Ordinal measures of association" J. Amer. Statist. Assoc. , 53 (1958) pp. 814–861 DOI 10.2307/2281954 Zbl 0087.15403
How to Cite This Entry:
Measure of association. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Measure_of_association&oldid=39634